TradeTuning
TradingView Strategy Optimizer & Backtesting Assistant
A few weeks into testing a strategy on TradingView, I realized I'd been doing the exact same thing over and over: change one input, rerun the Strategy Tester, write down the result, change it again. For a strategy with even four or five tunable parameters, that's not dozens of runs. It's hundreds, and all done by hand. A serious waste of time.
TradingView's Strategy Tester is great at running one backtest. It has no built-in way to sweep a range of parameters and compare the results side by side. So that part was on me, every time.
The other thing that bugged me: even after all that manual work, the report itself doesn't tell you much. Profit, win rate, maybe a Sharpe ratio — and that's usually it. The numbers that actually predict whether a strategy is survivable, not just profitable on paper, aren't there. Reward:Risk ratio, Expectancy, Risk of Ruin, how much gain you'd need just to recover from a given drawdown. Most traders never calculate these at all, because doing it by hand for every single backtest run isn't realistic.
So I built TradeTuning to handle both problems:
— Automated parameter sweeps: define your ranges, let it cycle through every combination and log the results, instead of running each one by hand
— A "Deep Analysis" line on every result — Expectancy, Reward:Risk, Calmar Ratio, Recovery Factor, RoMaD, a Kelly-based suggested position size, and a Risk of Ruin estimate, computed automatically
— Multi-condition filtering (min trades, min win rate, max drawdown, and more) so a 500-run sweep is actually usable instead of just a wall of numbers
— Full result export as a self-contained interactive HTML report, so you can share or reopen a completed optimization later
— Works with TradingView's regular and Deep Backtesting modes, and on TradingView's international subdomains
The "Deep Analysis" metrics started as a handful of the basics and have grown from there as I dig into what actually predicts whether a strategy holds up out of sample, not just in the backtest. More are coming.
If you optimize strategies on TradingView: what do you actually look at when comparing two parameter sets with similar profit but different drawdowns? I'm curious whether people lean on a gut feeling here, or if there's a specific number you check first.
6 Comments
When two setups have similar profit, which metric usually decides the winner for you?
Thanks for asking, Aryan. For me it is usually "Expectancy" over raw profit. I would say, two setups can give you the same total P&L, but if one gets there with a much thinner win rate and a fatter average loss, that's the one that falls apart the moment conditions shift slightly (in different market conditions). Aside from that, I would also check the Calmar Ratio. A very important calculation. The reason is, a similar profit with a much smaller drawdown is basically a free upgrade: you get the same return with less time spent underwater...
Probably true. for retail traders, win rate and total profit are just easier to interpret. I don't have real usage data as the extension do not collect any data, but if I had to guess, those two beat Calmar or Expectancy by a wide margin, simply because they do not need extra context to understand.
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